Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48297.36 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44235.76 Kr¶

PnL: ---------------------------------------> -820.24 Kr¶

DD now: ---------------------------------> -9.079 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 11:14:36.225745'

Anic Portfolio¶

Today¶

Return: -0.033 %¶

This Week¶

Return: -2.04 %¶

Total portfolio value¶

Return including deposits: 58.113 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.480000 1620.720000 151.720000 10.330000 1468.999998
Hexatronic Group 12 5.340000 1050.480000 83.480000 8.630000 966.999996
Hoist Finance 35 -0.350000 1009.750000 29.750000 3.040000 980.000000
OX2 13 -0.200000 969.800000 19.800000 2.080000 949.999999
Clas Ohlson B 12 6.050000 988.200000 15.200000 1.560000 972.999996
INVISIO 16 1.310000 3704.000000 15.000000 0.410000 3689.000000
BioGaia B 8 3.340000 941.600000 11.600000 1.250000 930.000000
Gränges 9 2.160000 936.000000 8.000000 0.860000 927.999999
HEXPOL B 9 1.780000 1026.900000 5.900000 0.580000 1020.999996
VEF 909 1.290000 1854.360000 4.360000 0.240000 1850.000436
Sagax B 4 0.140000 856.800000 2.800000 0.330000 854.000000
JM 6 -0.960000 864.000000 0.000000 0.000000 864.000000
Sagax A 4 0.000000 852.000000 -2.000000 -0.230000 854.000000
AcadeMedia 8 -0.480000 398.080000 -3.920000 -0.980000 402.000000
Bilia A 8 1.460000 891.200000 -8.800000 -0.980000 900.000000
Byggmax Group 33 2.370000 942.480000 -13.520000 -1.410000 956.000001
Atrium Ljungberg B 5 -4.920000 917.500000 -17.500000 -1.870000 935.000000
Addnode Group B 11 2.250000 898.700000 -22.300000 -2.420000 921.000003
Biotage 7 -1.200000 918.400000 -22.600000 -2.400000 940.999997
Catena 2 -3.910000 766.000000 -26.000000 -3.280000 792.000000
ASSA ABLOY B 3 -0.320000 750.600000 -28.400000 -3.650000 779.000001
Creaspac SPAC 39 0.110000 3689.400000 -28.600000 -0.770000 3717.999987
SKF B 5 0.890000 908.250000 -31.750000 -3.380000 940.000000
EQT 4 0.780000 799.400000 -32.600000 -3.920000 832.000000
Alimak Group 11 1.370000 895.400000 -32.600000 -3.510000 927.999996
Nordic Waterproofing Holding 7 -0.900000 925.400000 -41.600000 -4.300000 966.999999
Latour B 4 0.740000 812.000000 -45.000000 -5.250000 857.000000
Vitec Software Group B 2 1.970000 1037.000000 -50.000000 -4.600000 1087.000000
Platzer Fastigheter Holding B 12 -0.530000 903.600000 -57.400000 -5.970000 960.999996
Bufab 3 1.280000 1048.200000 -60.800000 -5.480000 1109.000001
Indutrade 5 0.130000 1154.500000 -63.500000 -5.210000 1218.000000
Orrön Energy 180 0.970000 1971.000000 -72.000000 -3.520000 2043.000000
Sedana Medical 93 0.000000 2395.680000 -125.320000 -4.970000 2521.000011
BHG Group 97 -0.150000 1290.100000 -168.900000 -11.580000 1458.999989
Hexagon B 26 0.440000 3264.300000 -196.700000 -5.680000 3461.000010
TOTAL 44251.800000 -804.200000 -9.04917% 45056.000411

Updated:¶

'2023-07-07 11:13:17.073591'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶